+210.6%
WELL vs RJF
+107.4%
+103.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.7% |
| 7D | -1.3% | +1.8% | -3.1% | -1.7% |
| 30D | +0.5% | 0.0% | +0.5% | +0.5% |
| 3M | +19.1% | +18.0% | +1.1% | +14.5% |
| 6M | +17.0% | +17.0% | 0.0% | +12.5% |
| YTD | +29.2% | +11.1% | +18.1% | +25.2% |
| 1Y | +42.1% | +8.0% | +34.2% | +38.5% |
| 3Y | +204.5% | +73.3% | +131.3% | +153.9% |
| All | +210.6% | +107.4% | +103.1% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling